how to make a group of Objects
You can parent objects:


In 3D view, select the objects you want to group. The first objects will be "children" and the last object will be "parent" (the active one).
So in 3D view header go to Object > Parent > Object (Ctrl+P) to unite them. 
Done! (just move the parent)




Note that:

a. Child objects will be sub items of the parent in Outliner.

b. You can move/rotate/scale the children independently, but when you do the same with the parent, all children will follow along.

c. To view links in the viewport, enable ~ Relationship Lines ~ in Overlays (2.8).